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2010-03-22
是什么?什么时候用? 我看paper上面很多都是report pseudo r^2 没有report r^2 or  adjusted r^2.

多谢啦
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2010-3-22 14:40:45
When analyzing data with a logistic regression, an equivalent statistic to R-squared does not exist.  The model estimates from a logistic regression are maximum likelihood estimates arrived at through an iterative process.  They are not calculated to minimize variance, so the OLS approach to goodness-of-fit does not apply.  However, to evaluate the goodness-of-fit of logistic models, several pseudo R-squareds have been developed.   These are "pseudo" R-squareds because they look like R-squared in the sense that they are on a similar scale, ranging from 0 to 1 (though some pseudo R-squareds never achieve 0 or 1) with higher values indicating better model fit, but they cannot be interpreted as one would interpret an OLS R-squared and different pseudo R-squareds can arrive at very different values.  

Tere are some Pseudo R-Squared, such as Efron's ,McFadden's, Cox & Snell, Nagelkerke / Cragg & Uhler's, McKelvey & Zavoina.

see http://www.ats.ucla.edu/stat/mul ... suedo_RSquareds.htm
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2010-3-22 16:30:59
Tere are some Pseudo R-Squared, such as Efron's ,McFadden's, Cox & Snell, Nagelkerke / Cragg & Uhler's, McKelvey & Zavoina.
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2010-3-22 23:15:23
2# 081015042

Thx a lot
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2010-9-22 23:42:51
2# 081015042
请问,Logit回归出来直接报告的是Pseudo R2,怎么确定是什么的Pseudo R2呢?是McFadden's,还是其他的?
本文来自: 人大经济论坛 计量经济学与统计 版,详细出处参考:http://www.pinggu.org/bbs/viewthread.php?tid=746636&page=1&from^^uid=569639
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2013-2-4 09:50:36
我想知道中文翻译是??
烦请智者赐教,谢谢!
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